-10.5%
TEM vs AMCR
+32.3%
-42.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.8% |
| 7D | -1.3% | +6.2% | -7.5% | -3.0% |
| 30D | -9.5% | +16.0% | -25.5% | -13.5% |
| 3M | +60.7% | +4.4% | +56.3% | +58.3% |
| 6M | +35.5% | +35.5% | 0.0% | +29.3% |
| YTD | +28.0% | +21.5% | +6.5% | +25.4% |
| 1Y | -10.5% | +30.7% | -41.3% | -6.1% |
| All | -10.5% | +32.3% | -42.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling